+59.6%
FCX vs NDAQ
+4.3%
+55.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | -4.9% | -2.4% | -2.4% | -4.7% |
| 30D | +4.8% | +2.5% | +2.4% | +4.7% |
| 3M | +4.6% | +9.9% | -5.3% | +4.0% |
| 6M | +10.8% | +9.4% | +1.4% | +9.8% |
| YTD | +44.2% | +0.4% | +43.8% | +44.9% |
| 1Y | +59.6% | +4.0% | +55.5% | +57.0% |
| All | +59.6% | +4.3% | +55.3% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NDAQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling